Abstract
The current investigation is a natural outgrowth of [2], being concerned with the variance of stopping rules and the effect of non-zero means on the variance of a randomly stopped sum. Some martingale generalizations of applications of [2] also appear.
Citation
Y. S. Chow. H. Teicher. "On Second Moments of Stopping Rules." Ann. Math. Statist. 37 (2) 388 - 392, April, 1966. https://doi.org/10.1214/aoms/1177699520
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